Name: Change Of Time And Change Of Measure
Price: 762.95 DKK
Availability: InStock
Author: Albert N (Steklov Mathematical Inst
ISBN: 9789814324472

Change Of Time And Change Of Measure af Albert N (Steklov Mathematical Inst

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Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.

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Sprog:
Engelsk

ISBN:
9789814324472

Forlag:
World Scientific Publishing Co Pte Ltd

Indbinding:
Hardback

Sideantal:
324

Udgivet:
9. november 2010

Størrelse:
150x234x23 mm.

Vægt:
592 g.

Leveringstid: 2-3 uger.
Forventet levering: 3. december 2024

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Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.

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